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EFC

Ellington Financial

47 hedge funds and large institutions have $250M invested in Ellington Financial in 2015 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 14 increasing their positions, 13 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

8% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 13

0.85% more ownership

Funds ownership: 43.75%44.6% (+0.85%)

4% less capital invested

Capital invested by funds: $262M → $250M (-$11.6M)

10% less funds holding

Funds holding: 5247 (-5)

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

40% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 10

87% less call options, than puts

Call options by funds: $240K | Put options by funds: $1.88M

Holders
47
Holders Change
-5
Holders Change %
-9.62%
% of All Funds
1.23%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.08%
New
6
Increased
14
Reduced
13
Closed
10
Calls
$240K
Puts
$1.88M
Net Calls
-$1.64M
Net Calls Change
+$477K
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$78.6M
SOMRS
2
State of Michigan Retirement System
Michigan
$26M
Fidelity Investments
3
Fidelity Investments
Massachusetts
$20.5M +$485K +27,400 +2%
OA
4
Omega Advisors
New York
$19.5M +$2.42M +136,740 +13%
AFG
5
American Financial Group
Ohio
$17.7M
EMG
6
Ellington Management Group
Connecticut
$16.3M
BP
7
BBR Partners
New York
$12.2M +$3.18M +179,675 +33%
GIM
8
Greenwich Investment Management
Connecticut
$9.46M -$1.29M -72,622 -11%
WFI
9
West Family Investments
California
$7.42M
MOACM
10
Mutual of America Capital Management
New York
$6.55M +$585K +33,009 +9%
YMRC
11
Yorktown Management & Research Company
Virginia
$6.38M
Bank of America
12
Bank of America
North Carolina
$4.72M +$1.54M +86,726 +45%
PTC
13
Petrus Trust Company
Texas
$4.2M
Morgan Stanley
14
Morgan Stanley
New York
$3.98M -$255K -14,407 -6%
RO
15
Reservoir Operations
New York
$3.07M
SCM
16
Summit Capital Management
Washington
$1.68M -$355K -20,049 -17%
WA
17
Wasatch Advisors
Utah
$1.61M +$1.7M +96,179 New
Goldman Sachs
18
Goldman Sachs
New York
$1.55M -$153K -8,653 -9%
EC
19
EJF Capital
Virginia
$1.34M +$88.5K +5,000 +7%
BTS
20
BB&T Securities
Virginia
$994K -$172K -9,739 -14%
UBS Group
21
UBS Group
Switzerland
$866K -$134K -7,561 -13%
Susquehanna International Group
22
Susquehanna International Group
Pennsylvania
$754K +$119K +6,731 +18%
PG
23
PEAK6 Group
Illinois
$719K +$306K +17,272 +68%
Deutsche Bank
24
Deutsche Bank
Germany
$689K -$37.6K -2,125 -5%
DC
25
Deere & Company
Illinois
$492K

EFC Hedge Fund Activity: Q4 2015 in Review

47 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q4 2015, worth a combined $250M — down 4.4% from $262M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of EFC and 6 opened new positions — a net loss of 4 holders — while 13 trimmed existing stakes and 14 added.

The largest buyer was BBR Partners, adding an estimated $3.18M. The largest seller was Greenwich Investment Management, cutting an estimated $1.29M.

  • 47 institutional investors held Ellington Financial (EFC) as of Q4 2015, down from 52 in Q3 2015.
  • Funds reported $250M of Ellington Financial stock for Q4 2015, down 4.4% quarter-over-quarter.
  • 6 funds opened new Ellington Financial positions in Q4 2015 and 10 closed out, a net change of -4 holders.
  • The largest Ellington Financial buyer in Q4 2015 was BBR Partners, an estimated $3.18M added.
  • The largest Ellington Financial seller in Q4 2015 was Greenwich Investment Management, an estimated $1.29M sold.

Based on aggregated 13F filings for Q4 2015.